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Stochastic Calculus for Fractional Brownian Motion and Applications - Probability and Its Applications 2008 edition
Francesca Biagini
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Stochastic Calculus for Fractional Brownian Motion and Applications - Probability and Its Applications 2008 edition
Francesca Biagini
The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory.
344 pages, 1, black & white illustrations
| Media | Kirjat Hardcover Book (Sidottu kirja kovilla kansilla sekä suojakannella) |
| Julkaisupäivämäärä | maanantai 25. helmikuuta 2008 |
| ISBN13 | 9781852339968 |
| Tuottaja | Springer London Ltd |
| Sivujen määrä | 330 |
| Mitta | 160 × 241 × 26 mm · 657 g |
| Kieli | English |
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